+605.8%
DIA vs FERG
+1,516.3%
-910.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.3% | 0.0% |
| 7D | +1.6% | +8.2% | -6.6% | +0.7% |
| 30D | +1.2% | +14.4% | -13.1% | -0.3% |
| 3M | -2.4% | +4.3% | -6.8% | -3.0% |
| 6M | +5.7% | +7.9% | -2.2% | +4.6% |
| YTD | +9.9% | +16.3% | -6.3% | +7.9% |
| 1Y | +9.8% | +2.2% | +7.6% | +9.1% |
| 3Y | +59.8% | +67.3% | -7.5% | +50.6% |
| 5Y | +57.7% | +75.3% | -17.7% | +46.4% |
| 10Y | +235.8% | +421.0% | -185.2% | +196.8% |
| All | +605.8% | +1,516.3% | -910.5% | +512.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling